-37.5%
U vs EMB
+11.7%
-49.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.9% |
| 7D | +4.5% | +0.3% | +4.2% | +3.7% |
| 30D | -0.6% | -0.5% | -0.1% | +0.8% |
| 3M | +48.4% | +0.3% | +48.1% | +47.5% |
| 6M | +115.4% | +1.2% | +114.2% | +109.6% |
| YTD | -3.2% | +1.5% | -4.7% | -6.8% |
| 1Y | -6.0% | +4.8% | -10.8% | -17.3% |
| 3Y | +13.5% | +30.4% | -16.9% | -42.4% |
| 5Y | -68.0% | +7.3% | -75.3% | -75.0% |
| All | -37.5% | +11.7% | -49.2% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling